+70.5%
ILMN vs TAP
-49.5%
+120.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.8% |
| 7D | -2.6% | -7.8% | +5.3% | -1.3% |
| 30D | -20.6% | +7.1% | -27.8% | -22.0% |
| 3M | +17.5% | -7.0% | +24.5% | +18.4% |
| 6M | +55.6% | -3.8% | +59.4% | +55.3% |
| YTD | +68.3% | -11.7% | +80.0% | +70.1% |
| 1Y | +81.1% | -10.1% | +91.2% | +82.1% |
| 3Y | +112.2% | -23.7% | +135.9% | +119.6% |
| 5Y | -42.6% | +2.9% | -45.5% | -44.5% |
| 10Y | +70.5% | -49.5% | +120.0% | +77.7% |
| All | +70.5% | -49.5% | +120.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling